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  • Search: subject:"Heterogeneous interacting-agent model"
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Asset market 1 Collective behaviour 1 Exactly solvable model of an asset market 1 Heterogeneous interacting-agent model 1 Price oscillations 1 Social interaction 1 Temporal fluctuations 1
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Almeida Prado, Fernando Pigeard de 1 Belitsky, Vladimir 1 Harris, Rosemary J. 1 Schütz, Gunter M. 1
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Physica A: Statistical Mechanics and its Applications 1
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Short-time behaviour of demand and price viewed through an exactly solvable model for heterogeneous interacting market agents
Schütz, Gunter M.; Almeida Prado, Fernando Pigeard de; … - In: Physica A: Statistical Mechanics and its Applications 388 (2009) 19, pp. 4126-4144
We introduce a stochastic heterogeneous interacting-agent model for the short-time non-equilibrium evolution of excess …
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